"Chicago's really different, in the sense that -- and I think everybody appreciated Oprah, there's no way -- one thing about Chicago is, we respect your privacy," Daley said. "She could be in a resaurant, she could be at the East Bank Club, walking down the street. People don't run up to her."

Graham was asked by Fox News Chicago about Winfrey ending her show here and what it means to the city. "I really don't think they appreciate her," he replied.

But Daley said Chicagoans are simply taught to let people have their space, be they stars or anyone else.

"It's very interesting. West coast, east coast, paparazzi would be running around, chasing her up and down," Daley said. "Here's Chicago, we weren't taught that way. We have people out to restaurants or dinners, walking down the street. You say 'Hi, how are ya?' or something, but you're not in her face.

"People are not intruding on her. That's how Chicago was," he said. "Of course they respected her I think. . .but they never tried to take over her private life that she could not walk the streets or go shopping here or there.

"I know Stedmen, I don't know what the comment was about, but I think everybody has really respected her, but most importantly always kept her privacy really important to her in her own life," Daley added.